In the present paper we study the approximate solutions of a certain difference-differential equation under the given initial conditions. The well known Gronwall-Bellman integral inequality is used to establish the results. Applications to a Volterra type difference-integral equation are also given.
A generalized quasilinearization technique is applied to obtain a sequence of approximate solutions converging monotonically and quadratically to the unique solution of the forced Duffing equation with nonlocal discontinuous type integral boundary conditions.
We present an approximation method for Picard second order boundary value problems with Carathéodory righthand side. The method is based on the idea of replacing a measurable function in the right-hand side of the problem with its Kantorovich polynomial. We will show that this approximation scheme recovers essential solutions to the original BVP. We also consider the corresponding finite dimensional problem. We suggest a suitable mapping of solutions to finite dimensional problems to piecewise constant...
A nonlinear filtering problem with delays in the state and observation equations is considered. The unnormalized conditional probability density of the filtered diffusion process satisfies the so-called Zakai equation and solves the nonlinear filtering problem. We examine the solution of the Zakai equation using an approximation result. Our theoretical deliberations are illustrated by a numerical example.
This paper is devoted to the study of the approximation problem for the abstract hyperbolic differential equation u'(t) = A(t)u(t) for t ∈ [0,T], where A(t):t ∈ [0,T] is a family of closed linear operators, without assuming the density of their domains.
In this paper we propose a procedure to construct approximations of the inverse of a class of differentiable mappings. First of all we determine in terms of the data a neighbourhood where the inverse mapping is well defined. Then it is proved that the theoretical inverse can be expressed in terms of the solution of a differential equation depending on parameters. Finally, using one-step matrix methods we construct approximate inverse mappings of a prescribed accuracy.
In the present paper, using a Picard type method of approximation, we investigate the global existence of mild solutions for a class of Ito type stochastic differential equations whose coefficients satisfy conditions more general than the Lipschitz and linear growth ones.
In this work we will consider a class of second order perturbed Hamiltonian systems of the form , where t ∈ ℝ, q ∈ ℝⁿ, with a superquadratic growth condition on a time periodic potential V: ℝ × ℝⁿ → ℝ and a small aperiodic forcing term f: ℝ → ℝⁿ. To get an almost homoclinic solution we approximate the original system by time periodic ones with larger and larger time periods. These approximative systems admit periodic solutions, and an almost homoclinic solution for the original system is obtained...
It is considered the mathematical model of a benchmark hydroelectric power plant containing a water reservoir (lake), two water conduits (the tunnel and the turbine penstock), the surge tank and the hydraulic turbine; all distributed (Darcy-Weisbach) and local hydraulic losses are neglected,the only energy dissipator remains the throttling of the surge tank. Exponential stability would require asymptotic stability of the difference operator associated to the model. However in this case this stability...
We show that the result of Kato on the existence of a semigroup solving the Kolmogorov system of equations in l₁ can be generalized to a larger class of the so-called Kantorovich-Banach spaces. We also present a number of related generation results that can be proved using positivity methods, as well as some examples.